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st: robust standard errors using cdsimeq

From   Lance Freeman <>
Subject   st: robust standard errors using cdsimeq
Date   Wed, 10 Nov 2010 14:51:37 -0500

I am estimating a simultaneous equation model where the endogenous independent variable is binary. Because ivreg cannot handle endogenous independent variables that are not continuous I am using cdsimeq. This is user created program for estimating instrumental variables with a binary endogenous variable. Cdsimeq does not allow for the estimation of robust standard errors nor does it account for clustering. Can anyone suggest a method for estimating a binary instrument and adjusting the standard errors to account for clustering?



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